+92.1%
EWZ vs VIG
+623.5%
-531.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.1% |
| 7D | +6.5% | -0.4% | +6.9% | +7.1% |
| 30D | +4.8% | -1.0% | +5.8% | +6.3% |
| 3M | +9.9% | +2.8% | +7.1% | +5.5% |
| 6M | +1.9% | +8.2% | -6.2% | -8.8% |
| YTD | +20.3% | +11.0% | +9.3% | +3.6% |
| 1Y | +35.6% | +16.1% | +19.5% | +9.4% |
| 3Y | +43.4% | +56.2% | -12.7% | -26.2% |
| 5Y | +55.9% | +63.0% | -7.0% | -28.0% |
| 10Y | +84.2% | +241.4% | -157.3% | -73.4% |
| All | +92.1% | +623.5% | -531.5% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling